The thank you button (as well as some other features on the site such as quick edit) uses what's called AJAX. When you click on it, your browser communicates to the server behind the scenes without having to reload the page anew. Sometimes, these behind the scenes communications can fail for whatever reason: slow connection, server busy, gremlins chewing on your phone line. Every once in a while the quick edit will just hang on me probably due to a laggy connection. Usually I just have to try again and it works.
Hope this helps.